and use Theorem 8.21 [Multivariate CLT] (pg. 61) of [1]} to
claim
\(\sqrt{n}[\bar{\mathbf {Z}}_n - \mathbf {0}] \overset{\mathcal {L}}{\longrightarrow }N(\mathbf {0}, \mathbf {D}), \text{ as } n \rightarrow \infty .\) 
